CME Australian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7336 |
0.7334 |
-0.0002 |
0.0% |
0.7568 |
| High |
0.7367 |
0.7335 |
-0.0032 |
-0.4% |
0.7670 |
| Low |
0.7302 |
0.7277 |
-0.0025 |
-0.3% |
0.7300 |
| Close |
0.7342 |
0.7294 |
-0.0048 |
-0.7% |
0.7326 |
| Range |
0.0065 |
0.0058 |
-0.0007 |
-10.8% |
0.0370 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
152 |
221 |
69 |
45.4% |
1,652 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7476 |
0.7443 |
0.7326 |
|
| R3 |
0.7418 |
0.7385 |
0.7310 |
|
| R2 |
0.7360 |
0.7360 |
0.7305 |
|
| R1 |
0.7327 |
0.7327 |
0.7299 |
0.7315 |
| PP |
0.7302 |
0.7302 |
0.7302 |
0.7296 |
| S1 |
0.7269 |
0.7269 |
0.7289 |
0.7257 |
| S2 |
0.7244 |
0.7244 |
0.7283 |
|
| S3 |
0.7186 |
0.7211 |
0.7278 |
|
| S4 |
0.7128 |
0.7153 |
0.7262 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8542 |
0.8304 |
0.7530 |
|
| R3 |
0.8172 |
0.7934 |
0.7428 |
|
| R2 |
0.7802 |
0.7802 |
0.7394 |
|
| R1 |
0.7564 |
0.7564 |
0.7360 |
0.7498 |
| PP |
0.7432 |
0.7432 |
0.7432 |
0.7399 |
| S1 |
0.7194 |
0.7194 |
0.7292 |
0.7128 |
| S2 |
0.7062 |
0.7062 |
0.7258 |
|
| S3 |
0.6692 |
0.6824 |
0.7224 |
|
| S4 |
0.6322 |
0.6454 |
0.7123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7435 |
0.7268 |
0.0167 |
2.3% |
0.0080 |
1.1% |
16% |
False |
False |
329 |
| 10 |
0.7670 |
0.7268 |
0.0402 |
5.5% |
0.0087 |
1.2% |
6% |
False |
False |
297 |
| 20 |
0.7777 |
0.7268 |
0.0509 |
7.0% |
0.0083 |
1.1% |
5% |
False |
False |
277 |
| 40 |
0.7777 |
0.7268 |
0.0509 |
7.0% |
0.0080 |
1.1% |
5% |
False |
False |
170 |
| 60 |
0.7777 |
0.7028 |
0.0749 |
10.3% |
0.0066 |
0.9% |
36% |
False |
False |
116 |
| 80 |
0.7777 |
0.6828 |
0.0949 |
13.0% |
0.0051 |
0.7% |
49% |
False |
False |
87 |
| 100 |
0.7777 |
0.6789 |
0.0988 |
13.5% |
0.0042 |
0.6% |
51% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7582 |
|
2.618 |
0.7487 |
|
1.618 |
0.7429 |
|
1.000 |
0.7393 |
|
0.618 |
0.7371 |
|
HIGH |
0.7335 |
|
0.618 |
0.7313 |
|
0.500 |
0.7306 |
|
0.382 |
0.7299 |
|
LOW |
0.7277 |
|
0.618 |
0.7241 |
|
1.000 |
0.7219 |
|
1.618 |
0.7183 |
|
2.618 |
0.7125 |
|
4.250 |
0.7031 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7306 |
0.7318 |
| PP |
0.7302 |
0.7310 |
| S1 |
0.7298 |
0.7302 |
|